A top-tier systematic hedge fund is seeking a Quantitative Researcher for its New York research team, focused on US equity and cross-asset systematic strategies. This is a pure research role with a direct line from signal generation to live deployment.
The Role:
You will research, build and deploy systematic alpha signals across US equity markets, owning your work end to end within a high-calibre, low-bureaucracy research team.
Key Responsibilities:
- Research and develop systematic alpha signals across US equity and cross-asset markets
- Own the full research pipeline: data, feature engineering, signal construction, backtesting and deployment
- Apply statistical and machine-learning techniques to signal generation and portfolio construction
- Integrate fundamental, price and alternative data into systematic alpha
- Collaborate with quant developers to bring research into live execution
- Present findings to PMs and the investment committee
Required Experience & Qualifications:
- PhD in Mathematics, Physics, Statistics, Computer Science or a closely related field
- 3–8 years of quantitative research experience at a hedge fund, prop desk or systematic asset manager; strong PhDs from academia considered
- Demonstrable systematic alpha generation, live P&L attribution highly valued
- Expert Python; C++ a plus
- Deep understanding of transaction costs, market microstructure and robust simulation
Compensation:
- Highly competitive base with substantial performance bonus
- Direct alignment between research output and compensation